ST339 - Introduction to Mathematical Finance

Module content and teaching

Principal aims

To provide an introduction to mathematical finance in discrete time and cover the discrete part of the CT8 actuarial syllabus. The Actuarial profession has agreed to grant an exemption to their professional examination CT8 to students who perform sufficiently well in the examinations for both ST339 and ST401.

Timetabled teaching activities

Departmental link

Other essential notes

This module serves as a prerequisite for ST401, and for the following WBS finance modules: IB357 Investment Management, IB359 Derivatives and Risk Management and IB394 International Financial Management. It is also a prerequisite, acting as an alternative to EC333 for the module EC334 Topics in Financial Economics: Corporate Finance and Markets.